+156.2%
QCOM vs DDOG
+345.2%
-188.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.6% |
| 7D | +5.8% | -16.9% | +22.7% | +10.1% |
| 30D | -2.3% | -38.8% | +36.5% | +9.1% |
| 3M | +2.7% | -23.2% | +25.9% | +8.1% |
| 6M | -21.0% | -10.3% | -10.8% | -21.6% |
| YTD | +1.8% | +32.1% | -30.3% | -10.6% |
| 1Y | +2.4% | -6.1% | +8.5% | -1.9% |
| 3Y | +52.1% | +79.2% | -27.1% | +18.4% |
| 5Y | +14.6% | -8.6% | +23.3% | -2.7% |
| All | +156.2% | +345.2% | -188.9% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DDOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling